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A nonsmooth version of the univariate optimization algorithm for locating the nearest extremum (locating extremum in nonsmooth univariate optimization)

โœ Scribed by Marek J. Smietanski


Book ID
111488455
Publisher
SP Versita
Year
2008
Tongue
English
Weight
343 KB
Volume
6
Category
Article
ISSN
1895-1074

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A Newton-type univariate optimization al
โœ Chung-Li Tseng ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 738 KB

This paper introduces an algorithm for univariate optimization using linear lower bounding functions (LLBF's). An LLBF over an interval is a linear function which lies below the given function over an interval and matches the given function at one end point of the interval. We first present an algor